| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
1,625.8 |
1,629.5 |
3.7 |
0.2% |
1,608.5 |
| High |
1,632.1 |
1,632.4 |
0.3 |
0.0% |
1,632.5 |
| Low |
1,618.1 |
1,614.7 |
-3.4 |
-0.2% |
1,591.0 |
| Close |
1,629.5 |
1,630.1 |
0.6 |
0.0% |
1,626.9 |
| Range |
14.0 |
17.7 |
3.7 |
26.4% |
41.5 |
| ATR |
19.4 |
19.3 |
-0.1 |
-0.6% |
0.0 |
| Volume |
88,235 |
94,847 |
6,612 |
7.5% |
483,594 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,678.8 |
1,672.2 |
1,639.8 |
|
| R3 |
1,661.1 |
1,654.5 |
1,635.0 |
|
| R2 |
1,643.4 |
1,643.4 |
1,633.3 |
|
| R1 |
1,636.8 |
1,636.8 |
1,631.7 |
1,640.1 |
| PP |
1,625.7 |
1,625.7 |
1,625.7 |
1,627.4 |
| S1 |
1,619.1 |
1,619.1 |
1,628.5 |
1,622.4 |
| S2 |
1,608.0 |
1,608.0 |
1,626.9 |
|
| S3 |
1,590.3 |
1,601.4 |
1,625.2 |
|
| S4 |
1,572.6 |
1,583.7 |
1,620.4 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.3 |
1,725.6 |
1,649.7 |
|
| R3 |
1,699.8 |
1,684.1 |
1,638.3 |
|
| R2 |
1,658.3 |
1,658.3 |
1,634.5 |
|
| R1 |
1,642.6 |
1,642.6 |
1,630.7 |
1,650.5 |
| PP |
1,616.8 |
1,616.8 |
1,616.8 |
1,620.7 |
| S1 |
1,601.1 |
1,601.1 |
1,623.1 |
1,609.0 |
| S2 |
1,575.3 |
1,575.3 |
1,619.3 |
|
| S3 |
1,533.8 |
1,559.6 |
1,615.5 |
|
| S4 |
1,492.3 |
1,518.1 |
1,604.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,643.8 |
1,614.7 |
29.1 |
1.8% |
13.9 |
0.9% |
53% |
False |
True |
85,659 |
| 10 |
1,643.8 |
1,591.0 |
52.8 |
3.2% |
15.1 |
0.9% |
74% |
False |
False |
91,186 |
| 20 |
1,643.8 |
1,527.2 |
116.6 |
7.2% |
18.9 |
1.2% |
88% |
False |
False |
96,277 |
| 40 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
22.3 |
1.4% |
92% |
False |
False |
102,577 |
| 60 |
1,643.8 |
1,482.5 |
161.3 |
9.9% |
24.6 |
1.5% |
92% |
False |
False |
105,581 |
| 80 |
1,643.8 |
1,421.3 |
222.5 |
13.6% |
27.7 |
1.7% |
94% |
False |
False |
79,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,707.6 |
|
2.618 |
1,678.7 |
|
1.618 |
1,661.0 |
|
1.000 |
1,650.1 |
|
0.618 |
1,643.3 |
|
HIGH |
1,632.4 |
|
0.618 |
1,625.6 |
|
0.500 |
1,623.6 |
|
0.382 |
1,621.5 |
|
LOW |
1,614.7 |
|
0.618 |
1,603.8 |
|
1.000 |
1,597.0 |
|
1.618 |
1,586.1 |
|
2.618 |
1,568.4 |
|
4.250 |
1,539.5 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,627.9 |
1,629.8 |
| PP |
1,625.7 |
1,629.5 |
| S1 |
1,623.6 |
1,629.3 |
|